CMSP Seminar Series @ICTP Stasi Seminar Room Thursday 2 February 11:30 a.m.: Alessandro LAIO

[Condensed Matter Section]

ICTP Seminar Series in Condensed Matter and Statistical Physics
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Thursday 2 February at 11:30 a.m.

Luigi Stasi Seminar Room, first floor, ICTP Leonardo building
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Speaker: Alessandro LAIO (SISSA, Trieste)

Title: Automatic Topography of Complex and Multidimensional
   Probability Distributions

Abstract:
We describe an adaptive and parameter-free density estimator that
provides an accurate measure of the probability and of its uncertainty
for non-uniform samples embedded in high dimensional spaces. The
estimator uses only distances between the points and not the coordinates
and does not require any assumption on the functional form of the
probability distribution. We discuss its accuracy on artificial data sets
including probability values spanning many orders of magnitude. The
availability of an error estimate allows distinguishing genuine density
peaks from statistical fluctuations due to finite sampling. This is an
essential ingredient for robustly inferring the topography of the
probability distributions, namely for finding the location and height of
the density peaks and of the saddles between them.